Final
Project: Due on Week 10 (Friday 5:00 pm)
(a) Individual project or a team of two students
(b) Theoretical project: journal article critique or empirical project:
real data
of vector time series (at least
2-dimensional).
(c) Students can also use empirical data to test any theory
relevant to the course.

Computing:
SCA and R are used for most analyses. S-plus is also used for
Kalman filter and multivariate volatility modeling. Other packages
can also be used. We shall give some demonstrations in class.
Students may use other packages that are not discussed in class.